Girsanov theorem for anticipative shifts on Poisson space
نویسنده
چکیده
We study the absolute continuity of the image measure of the canonical Poisson probability measure under nonlinear shifts. The Radon-Nykodim density function is expressed using a Carleman-Fredholm determinant and a divergence operator. Results are obtained for non-necessarily invertible transformations, under almost-sure differentiability hypothesis.
منابع مشابه
Quasi-invariance for Lévy processes under anticipating shifts
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